Al Roker has the record for the most appearances on the show with over 30. Al Franken is second with over 25. The reason for their numerous appearances is that both Als are usually the "go to" guys whenever another guest cancels. This has been brought up and joked about on one Al Franken appearance.
Dana Carvey was NBC's original choice for the new host of Late Night once David Letterman announced he was leaving to go to CBS. Carvey turned down the offer, but would later host a prime-time variety show, The Dana Carvey Show (1996), for ABC. This short-lived series has been considered a good indicator of what his version of Late Night might have been like since it shared regular Late Night with Conan O'Brien writers such as Robert Smigel and Louis C.K. on its staff.
Frequent sketches include: The Walker Texas Ranger Lever, In The Year 2000, Celebrity Survey, Stamps, Actual Items, What In The World?, If They Mated, New State Quarters, Clutch (talking lips), Conan on the Aisle, SAT analogies, etc.
In the very first show, O'Brien jogged out from behind the curtains to his mark for the opening monologue. As time went on, he would try new things (in one show, he just jumped up and down to his mark). Eventually, he adopted this "shuffle", where he would walk hunched over and have his arms shuffling at his sides. When the show returned to air for the first time after the terrorist attacks on the USA of 11 September 2001, he replaced the shuffle with a more subdued walk, which he continued to use as his entrance until the final episode.
A small town in NJ, Green Brook had shoots with Nipsy Russell and Max Weinberg. The Nipsy bit was of him stealing a boat with a riffle, which production failed to notify the town about. The police arrived but locals recognized him. The town then helped keep people from yelling " hey there's Nipsy Russell" during takes.